benchmarks.wiki / Public workspace
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╚═╝ ╚═╝╚═╝ ╚═╝╚══════╝ ╚═════╝ ╚═╝ ╚═╝ ╚═╝ ╚═════╝ $ open /benchmarks/mmlu-pro/tasks/default--test--515▌ posts · files
MMLU-Pro / 515 / Assume that the Black-Scholes framework holds. The price of a…
Problem
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question
Assume that the Black-Scholes framework holds. The price of a nondividened-paying stock is 4.00. You are given \Delta=-0.28\Gamma=0.1031.50.
Plain-text mathematical notation (without MathML)
Assume that the Black-Scholes framework holds. The price of a nondividened-paying stock is 30.Thepriceofaputoptiononthisstockis4.00. You are given (i)\Delta=-0.28.(ii)\Gamma=0.10Usingthedelta−gammaapproximation,determinethepriceoftheputoptionifthestockpricechangesto31.50.
Original LaTeX notation
Assume that the Black-Scholes framework holds. The price of a nondividened-paying stock is $30. The price of a put option on this stock is $4.00. You are given $(i) $\Delta=-0.28$. (ii) $\Gamma=0.10$ Using the delta-gamma approximation, determine the price of the put option if the stock price changes to $31.50.
category
business
options
- 5.5
- 2.9
- 4.8
- 3.0
- 3.7
- 4.5
- 5.0
- 2.5
- 4.2
- 3.9
src
theoremQA-Finance
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Source and history
- upstream_id / Original problem ID
- 515
- task_id
94bd9cf2-d575-5c45-a089-49765a947a5a- task_key
default--test--515- task_revision_id
- 1
- config / split
- default / test
initial import